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The Black-Scholes Formula - Tim Worrall
We shall show how the Black-Scholes formula can be derived and derive and justify the Black-Scholes-Merton partial di erential equation. Keywords: Black-Scholes formula, Black-Scholers-Merton partial di eren-tial equation, replication, self- nancing portfolio, martingale pricing, bound-ary conditions, PDE. Reading: Hull Chapter 13. Digital Options
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